A review on risk-constrained hydropower scheduling in deregulated power market

被引：57

作者：

Liu Hongling ^{[1
]}

Jiang Chuanwen ^{[1
]}

Zhang Yan ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Elect Engn, Shanghai 200030, Peoples R China

来源：

RENEWABLE & SUSTAINABLE ENERGY REVIEWS | 2008年 / 12卷 / 05期

基金：

中国国家自然科学基金;

关键词：

hydro scheduling; inflow risk; price risk; risk management; stochastic optimization;

D O I：

10.1016/j.rser.2007.01.018

中图分类号：

X [环境科学、安全科学];

学科分类号：

08 ; 0830 ;

摘要：

In deregulated power market, hydro producer has in principle no other objective than to produce electricity and sell with maximum profit with lower market risk. Attention must focus on profit uncertainty caused by uncertainty in spot prices and reservoir inflow. The purpose of this review is to assess the state-of-the-art in hydropower operations considering profit risk under uncertainty and consider future directions for additional research and application. Physical and financial tools to hedge risk in bilateral market and risk-assessment methods are all discussed in detail. Furthermore, production resources can also be used to manage risk to a certain extent. This concept, when be integrated with variety of risk-management methods under stochastic optimal framework, has operational significance for hydro producer participating in electricity market. (c) 2007 Elsevier Ltd. All rights reserved.

引用

页码：1465 / 1475

页数：11

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